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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
-12.73%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$8.19B
AUM Growth
-$7.21B
Cap. Flow
-$5.23B
Cap. Flow %
-63.85%
Top 10 Hldgs %
53.38%
Holding
3,194
New
666
Increased
411
Reduced
985
Closed
1,110

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$24.9M
2
OEF icon
iShares S&P 100 ETF
OEF
+$8.46M
3
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$7.69M
4
BIL icon
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
+$7.21M
5
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$7.15M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$11.7M
2
MA icon
Mastercard
MA
+$9.23M
3
LMT icon
Lockheed Martin
LMT
+$8.03M
4
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$7.15M
5
CMCSA icon
Comcast
CMCSA
+$5.76M

Sector Composition

Rank Sector Weight
1 Financials 0.72%
2 Technology 0.44%
3 Consumer Discretionary 0.44%
4 Industrials 0.42%
5 Healthcare 0.35%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
INTC icon
326
Intel
INTC
$455B
$2.27M 0.03%
48,268
+8,367
+21% +$392K
XRT icon
327
CALL
State Street SPDR S&P Retail ETF
XRT
$449M
$2.26M 0.03%
55,200
-31,000
-36% -$1.42M
AGN
328
PUT
DELISTED
Allergan plc
AGN
$2.26M 0.03%
16,900
-98,800
-85% -$16.2M
GG
329
PUT
DELISTED
Goldcorp Inc
GG
$2.25M 0.03%
229,600
-29,000
-11% -$281K
BP icon
330
CALL
BP
BP
$116B
$2.24M 0.03%
60,978
-44,386
-42% -$1.77M
EPD icon
331
CALL
Enterprise Products Partners
EPD
$82.3B
$2.23M 0.03%
90,900
+54,200
+148% +$1.45M
LRCX icon
332
PUT
Lam Research
LRCX
$367B
$2.23M 0.03%
164,000
-219,000
-57% -$3.14M
MAR icon
333
CALL
Marriott International
MAR
$98.3B
$2.23M 0.03%
20,500
-11,100
-35% -$1.27M
KMB icon
334
CALL
Kimberly-Clark
KMB
$36.3B
$2.22M 0.03%
19,500
-19,600
-50% -$2.18M
BRK.B icon
335
Berkshire Hathaway Class B
BRK.B
$1.1T
$2.21M 0.03%
10,838
-3,782
-26% -$790K
EWW icon
336
CALL
iShares MSCI Mexico ETF
EWW
$1.92B
$2.19M 0.03%
53,300
+44,900
+535% +$1.95M
NFLX icon
337
Netflix
NFLX
$299B
$2.19M 0.03%
+82,020
New +$2.45M
CL icon
338
PUT
Colgate-Palmolive
CL
$73.1B
$2.19M 0.03%
36,800
-115,200
-76% -$7.21M
MRSH
339
CALL
Marsh
MRSH
$90.5B
$2.17M 0.03%
27,200
+4,700
+21% +$392K
AMTD
340
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
$2.15M 0.03%
44,000
-6,200
-12% -$316K
MCD icon
341
PUT
McDonald's
MCD
$192B
$2.15M 0.03%
12,100
-69,300
-85% -$12.3M
QQQ icon
342
Invesco QQQ Trust
QQQ
$453B
$2.15M 0.03%
+13,927
New +$2.33M
WDAY icon
343
PUT
Workday
WDAY
$39.6B
$2.12M 0.03%
13,300
-23,500
-64% -$3.33M
STZ icon
344
PUT
Constellation Brands
STZ
$22.2B
$2.12M 0.03%
13,200
-10,100
-43% -$2.01M
GM icon
345
CALL
General Motors
GM
$80.4B
$2.12M 0.03%
63,400
-2,800
-4% -$96.6K
XLK icon
346
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
$2.12M 0.03%
68,400
-527,000
-89% -$17.8M
FL
347
PUT
DELISTED
Foot Locker
FL
$2.12M 0.03%
39,800
+21,900
+122% +$1.1M
IHF icon
348
iShares US Healthcare Providers ETF
IHF
$1.21B
$2.1M 0.03%
+63,440
New +$2.4M
STX icon
349
CALL
Seagate
STX
$194B
$2.09M 0.03%
54,200
-76,900
-59% -$3.24M
X
350
CALL
DELISTED
US Steel
X
$2.09M 0.03%
114,700
-2,500
-2% -$62.6K
12 13
14
15 16

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Two Sigma Securities's Q4 2018 Portfolio in Review

As of Q4 2018, Two Sigma Securities held 3,194 positions worth $8.19B, down 47% from $15.4B the previous quarter. Its ten largest holdings account for 53% of the portfolio.

Two Sigma Securities withdrew a net $5.23B in Q4 2018, closing 1,110 positions and reducing 985 holdings. Its most notable exit was Lockheed Martin, an estimated $8.03M position sold in full.

By sector, the portfolio is most concentrated in Financials at 0.72% of assets, up from 0.49% a quarter earlier, followed by Technology and Consumer Discretionary.

Against the trend, Two Sigma Securities opened a new position in iShares Russell 2000 Growth ETF worth $5.32M.

  • Two Sigma Securities's largest Q4 2018 buy was iShares Russell 2000 Growth ETF: 31,643 shares worth $5.32M.
  • Two Sigma Securities added most to State Street Financial Select Sector SPDR ETF in Q4 2018, an estimated $24.9M increase.
  • Two Sigma Securities's biggest Q4 2018 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $11.7M.
  • Two Sigma Securities fully exited Lockheed Martin in Q4 2018, selling an estimated $8.03M.
  • Two Sigma Securities's ten largest holdings make up 53% of its $8.19B portfolio in Q4 2018.
  • Two Sigma Securities opened 666 new positions and closed 1,110 in Q4 2018.
  • Two Sigma Securities's portfolio value fell 47% quarter-over-quarter to $8.19B.

Based on Two Sigma Securities's 13F filing for Q4 2018, filed 14 Feb 2019.